Discrete mathematics. Probability презентация

Содержание

Probability---Introduction One of the most important disciplines in Computer Science (CS). Algorithm Design and Game Theory Information Theory Signal Processing Cryptography

Слайд 1Discrete Mathematics
PROBABILITY-1

Adil M. Khan
Professor of Computer Science
Innopolis University



“Information: The Negative Reciprocal Value of Probability!” - Claude Shannon -

Слайд 2Probability---Introduction



One of the most important disciplines in Computer Science (CS).

Algorithm

Design and Game Theory

Information Theory

Signal Processing

Cryptography


Слайд 3Probability---Introduction---Cont.



But it is also probably the least well understood


Human intuition

and Random events


Goal: To try our best to teach you how to easily and confidently solve problems involving probability

“What is the probability that … ?”

Слайд 4Probability


Contents

Basic definitions and an elementary 4-step process
Counting

Conditional probability and the concept

of independence
Random Variable
Expected value and Standard Deviation

Слайд 5Probability


Let’s Make a Deal

The famous game show (you might have

seen this problem in your books)

Participant is given a choice of three doors. Behind one door is a car, behind the others, useless stuff. The participant picks a door (say door 1). The host, who knows what is behind the doors, opens another door (say door 3) which has the useless stuff. He then asks the participant if he would like to switch (pick door 2)?
Is it to participant’s advantage to switch or not?

Слайд 6Probability
Precise Description

The car is equally likely to be hidden behind the

three doors.

Equally likely events are events that have the same likelihood of occurring. For example. each numeral on a die is equally likely to occur when the die is tossed.


Слайд 7Probability
Precise Description

The car is equally likely to be hidden behind the

three doors.

The player is equally likely to pick each of the doors.

After the player picks a door, the host must open a different door (with the useless thing behind it) and offer the player to switch.

When a host has a choice of which door to pick, he is equally likely to pick each of them.

Now here comes the question:
“What is the probability that a player who switches wins the car?”

Слайд 8Probability



Solving Problems Involving Probability


Model the situation mathematically


Solve the resulting mathematical problem


Слайд 9Probability


Solving Problems Involving Probability

Step 1: Finding the sample space

Set of all

possible outcomes of a random process

To say that a process is random means that when it takes place, one outcome from a set of outcomes is sure to occur, but it is impossible to predict with certainty which outcome that will be.

For example: tossing a coin, choosing winners in state lotteries.


Слайд 10Probability


Solving Problems Involving Probability

Step 1: Finding the sample space

Set of all

possible outcomes of a random process

The set of all possible outcomes that can result from a random process is is called a sample space.


Слайд 11Probability


Solving Problems Involving Probability

Step 1: Finding the sample space

Set of all

possible outcomes of a random process

To find this, we must understand the quantities involve in the random process



Слайд 12Probability


Solving Problems Involving Probability

Step 1: Finding the sample space

Set of all

possible outcomes of a random process

To find this, we must understand the quantities involve in the random process

Quantities in the above problem:
The door concealing the car

The door initially chosen by the player

The door that host opens to reveal the useless thing



Слайд 13Probability


Finding the Sample Space

Every possible value of these quantities is called

an outcome.

And (as said earlier) the set of all possible outcomes is called the sample space




Слайд 14Probability


Finding the Sample Space

Every possible value of these quantities is called

an outcome.

And (as said earlier) the set of all possible outcomes is called the sample space

A tree structure (Possibility tree) is a useful tool for keeping track of all outcomes

When the number of possible outcomes is not too large


Слайд 15Probability


Possibility Tree

The first quantity in our example is the door concealing

the car

Represent this as a root of tree with three branches (three doors)


Слайд 16Probability



Possibility Tree --- Cont.


The car can be at any of

these three locations


Слайд 17Probability



Possibility Tree --- Cont.


The car can be at any of

these three locations

For each possible location of the car, the player can choose any of the three doors


Слайд 18Probability



Possibility Tree --- Cont.


The car can be at any of

these three locations

For each possible location of the car, the player can choose any of the three doors

Then the final possibility is regarding the host opening a door to reveal the useless thing

Overall tree turns out to be

Слайд 19Probability



Possibility Tree --- Cont.



Слайд 20Probability



Finding The Sample Space

The leaves of the possibility tree represent

the outcomes of a random process

The set of all leaves represent the sample space



Слайд 22Probability


Solving Problems Involving Probability

Step 2: Defining the Events of Interest:





Слайд 23Probability


Solving Problems Involving Probability

Step 2: Defining the Events of Interest:



Remember, we want to answer the questions of type:

“What is the probability that … ?”



Слайд 24Probability


Solving Problems Involving Probability

Step 2: Defining the Events of Interest:



Remember, we want to answer the questions of type:

“What is the probability that … ?”

Replacing the “…” with some specific event. For example,



Слайд 25Probability


Solving Problems Involving Probability

Step 2: Defining the Events of Interest:



Remember, we want to answer the questions of type:

“What is the probability that … ?”

Replacing the “…” with some specific event. For example,

“What is the probability that the car is behind door C?”

Doing this reduces S to some specific outcomes, called event of interest.


Слайд 28Probability


Solving Problems Involving Probability


Coming back to our example


We want to know:



“What is the probability that the player will win by switching?”


This event can be represented as the following set


Слайд 29Probability

Solving Problems Involving Probability---Cont.












Notice: Half of the outcomes are checked. Does

this mean that the player wins by switching in half of all outcomes?

Слайд 30Probability


Solving Problems Involving Probability---Cont.


Step 3: Determining Outcome Probability


Assign Edge Probabilities


Compute Outcome

Probabilities


Слайд 31Probability


Equally likely probability formula









E: the equally likely event
S: the sample space
 
 


Слайд 32Probability


Solving Problems Involving Probability---Cont.


Step 3: Determining Outcome Probability


Assign Edge Probabilities


Compute Outcome

Probabilities


Слайд 33Probability
Edge Probabilities













To understand, let’s analyze the path leading to the

leaf node (A, A, B)!


Слайд 34Probability
Multiplication Rule

The probability that Events A and B both occur

is equal to the probability that Event A occurs times the probability that Event B occurs, given that A has occurred.


You will learn more about this when I will teach you about conditional probabilities next week. For now, let’s just use this rule!


Слайд 35Probability

Outcome Probabilities













To understand, let’s analyze the probability of the outcome

(A, A, B).


Слайд 37Probability

Summary

To solve problems involving probability, that is, “what is the probability

that … ?”

Perform the following four steps:
Find the sample space

Define event of interest

Compute outcome probabilities

Compute event probability



Слайд 38Probability

Uniform Sample Space

Strange Dice








If we picked dices (a) and

(b), rolled them once, what is the probability that (a) beats (b) (has a higher value)?

Слайд 39Probability

Applying Four-Step Method











When the probability of every outcome is the

same, we say such a sample space is uniform

Слайд 41Probability

Applying Four-Step Method

Example--- Cont.

What about the following:

(a) vs. (c)

(b)

vs. (c)


Homework!




Слайд 43Probability




Counting





Rules of counting the elements in a set





Слайд 44Probability

The Addition Rule

The basic rule underlying the calculation of the

number of elements in a union or difference or intersection is the addition rule.

This rule states that the number of elements in a union of mutually disjoint finite sets equals the sum of the number of elements in each of the component sets.

Theorem 9.3.1:
Suppose a finite set A equals the union of k distinct mutually disjoint subsets A1, A2, …., Ak. Then

N(A) = N(A1)+N(A2)+…+ N(Ak)



Слайд 45Probability

The Addition Rule---Cont.

Example: A computer access password consists of from

one to three letters chosen from the 26 in the alphabet with repetitions allowed. How many different passwords are possible?

Solution: The set of all passwords can be partitioned into subsets consisting of those of length 1, those of length 2, and those of length 3 as shown in the figure below.



Слайд 48Probability



The Difference Rule

An important consequence of the addition rule is the

fact that if the number of elements in a set A and the number in a subset B of A are both known, then the number of elements that are in A and not in B can be computed.

Theorem 9.3.2: The Difference Rule:


If A is finite set and B is a subset of A, then

N(A-B) = N(A) – N(B)

Слайд 49Probability



The Difference Rule---Cont.

The difference rule is illustrated below.



Слайд 51Probability



The Difference Rule---Cont.

Example:
A typical PIN (personal identification number) is

a sequence of any four symbols chosen from the 26 letters in the alphabet and the ten digits, with repetition allowed.

a. How many PINs contain repeated symbols?

b. If all PINs are equally likely, what is the probability that a randomly chosen PIN contains a repeated symbol?

Слайд 52Probability



The Difference Rule---Cont.

a. How many PINs contain repeated symbols?

Let’s use

the board to intuitively explain why the Difference Rule will work here!

Слайд 53Probability



The Difference Rule---Cont.

Example --- Cont.:

There are 364 = 1,679,616

PINs when repetition is allowed,

and there are 36 ⚫ 35 ⚫ 34 ⚫ 33 = 1,413,720
PINs when repetition is not allowed.



Слайд 54Probability



The Difference Rule---Cont.

Example --- Cont.:

There are 364 = 1,679,616

PINs when repetition is allowed,
and there are 36 ⚫ 35 ⚫ 34 ⚫ 33 = 1,413,720
PINs when repetition is not allowed.

Thus, by the difference rule, there are

1,679,616 – 1,413,720 = 265,896

PINs that contain at least one repeated symbol.


Слайд 55Probability



The Difference Rule---Cont.

b. If all PINs are equally likely, what

is the probability that a randomly chosen PIN contains a repeated symbol?

So, how would you figure this out?

Слайд 57Probability



The Difference Rule---Cont.
An alternative solution to Example 3(b) is based

on the observation that if S is the set of all PINs and A is the set of all PINs with no repeated symbol, then S – A is the set of all PINs with at least one repeated symbol.


Слайд 64Probability



The Difference Rule---Cont.

This solution illustrates a more general property of

probabilities: that the probability of the complement of an event is obtained by subtracting the probability of the event from the number 1.

Formula for the Probability of the Complement of an event!

If S is a finite sample space and A is an event in S, then

P(Ac) = 1- P(A).



Слайд 65Probability

The Inclusion/Exclusion Rule

The addition rule says how many elements are in

a union of sets if the sets are mutually disjoint. Now consider the question of how to determine the number of elements in a union of sets when some of the sets overlap.

For simplicity, begin by looking at a union of two sets A and B, as shown below.


Слайд 70Further Counting


Counting Subsets of a Set: Combinations:

Look at these examples:
In

how many ways, can I select 5 books from my collection of 100 to take on vacation?

How many different ways 13-card Bridge hands can be dealt from a 52-card deck?

In how many ways, can I select 5 toppings for my pizza if there are 14 available?

What is common in all these questions?



Слайд 71Further Counting


Counting Subsets of a Set: Combinations:

Look at these examples:
In

how many ways, can I select 5 books from my collection of 100 to take on vacation?

How many different ways 13-card Bridge hands can be dealt from a 52-card deck?

In how many ways, can I select 5 toppings for my pizza if there are 14 available?

What is common in all these questions?
Each is trying to find “how many k-element subsets of an n-element set are there?”



Слайд 73Why Count Subsets of Set?
Example:
Suppose we select 5 cards at

random from a deck of 52 cards.

What is the probability that we will end up having a full house?

Doing this using the possibility tree will take some effort.

Слайд 74

Counting Subsets of a Set: Combinations---Cont.

How to calculate “n choose

k”??


Permutations


Division rule

We will continue from here in the next lecture!


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